+127.1%
CSX vs NIO
-43.2%
+170.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | -2.2% | +6.9% | -9.1% | -2.6% |
| 30D | +6.8% | -4.7% | +11.6% | +7.0% |
| 3M | +0.7% | -28.1% | +28.8% | +2.3% |
| 6M | +13.3% | -41.7% | +55.0% | +16.1% |
| YTD | +40.5% | -33.1% | +73.7% | +42.7% |
| 1Y | +44.7% | -50.3% | +95.0% | +49.0% |
| 3Y | +74.5% | -54.4% | +128.8% | +76.4% |
| 5Y | +52.0% | -91.6% | +143.6% | +61.8% |
| All | +127.1% | -43.2% | +170.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling